07.4.4.1.9.2 Signal Confirmation Runtime

app/src/trading/auto/service.py

@@ -24,6 +24,9 @@ class AutoTradeService:
     # минимальное количество повторов BUY / SELL для подтверждения сигнала
     _confirm_repeats = 2
 
+    # минимальное время удержания BUY / SELL сигнала для подтверждения
+    _confirm_min_duration_seconds = 10
+
     # минимальная уверенность для готовности к будущему execution
     _ready_confidence = 0.3
 
@@ -114,6 +117,11 @@ class AutoTradeService:
         state.last_signal_repeat_count = repeat_count
         state.last_signal_confidence = confidence
         state.last_signal_reason = reason
+        state.signal_confirmation_seconds = self._confirm_min_duration_seconds
+        state.signal_confirmation_required_seconds = self._confirm_min_duration_seconds
+        state.signal_confirmation_missing_repeats = 0
+        state.signal_confirmation_progress = 1.0
+        state.signal_confirmation_reason = "debug confirmation"
 
         if normalized_signal == "HOLD":
             state.decision_status = "WAITING"
@@ -359,6 +367,11 @@ class AutoTradeService:
         state.decision_reason = None
         state.is_signal_confirmed = False
         state.is_signal_ready = False
+        state.signal_confirmation_seconds = 0
+        state.signal_confirmation_required_seconds = self._confirm_min_duration_seconds
+        state.signal_confirmation_missing_repeats = self._confirm_repeats
+        state.signal_confirmation_progress = 0.0
+        state.signal_confirmation_reason = None
         state.execution_block_reason = None
         state.signal_started_at = None
         state.signal_updated_at = None
@@ -436,20 +449,60 @@ class AutoTradeService:
         state.is_signal_confirmed = False
         state.is_signal_ready = False
 
+        state.signal_confirmation_required_seconds = self._confirm_min_duration_seconds
+
         if signal == "HOLD":
+            state.signal_confirmation_seconds = 0
+            state.signal_confirmation_missing_repeats = self._confirm_repeats
+            state.signal_confirmation_progress = 0.0
+            state.signal_confirmation_reason = None
             state.decision_status = "WAITING"
             state.decision_reason = "Нет торгового направления."
             return
 
-        if self._same_signal_count < self._confirm_repeats:
+        now = time.monotonic()
+
+        if state.signal_started_at is None:
+            signal_age_seconds = 0
+        else:
+            signal_age_seconds = max(0, int(now - float(state.signal_started_at)))
+
+        missing_repeats = max(0, self._confirm_repeats - self._same_signal_count)
+        missing_seconds = max(
+            0,
+            self._confirm_min_duration_seconds - signal_age_seconds,
+        )
+
+        repeat_progress = min(
+            1.0,
+            self._same_signal_count / max(1, self._confirm_repeats),
+        )
+        time_progress = min(
+            1.0,
+            signal_age_seconds / max(1, self._confirm_min_duration_seconds),
+        )
+
+        confirmation_progress = min(repeat_progress, time_progress)
+
+        state.signal_confirmation_seconds = signal_age_seconds
+        state.signal_confirmation_missing_repeats = missing_repeats
+        state.signal_confirmation_progress = round(confirmation_progress, 3)
+
+        if missing_repeats > 0 or missing_seconds > 0:
             state.decision_status = "CONFIRMING"
+            state.signal_confirmation_reason = (
+                f"{self._same_signal_count}/{self._confirm_repeats} повторов, "
+                f"{signal_age_seconds}/{self._confirm_min_duration_seconds}с"
+            )
             state.decision_reason = (
                 f"Сигнал {signal} подтверждается: "
-                f"{self._same_signal_count}/{self._confirm_repeats} повторов."
+                f"{self._same_signal_count}/{self._confirm_repeats} повторов, "
+                f"{signal_age_seconds}/{self._confirm_min_duration_seconds}с."
             )
             return
 
         state.is_signal_confirmed = True
+        state.signal_confirmation_reason = "сигнал подтверждён"
 
         if confidence < self._ready_confidence:
             state.decision_status = "BLOCKED"
@@ -460,9 +513,10 @@ class AutoTradeService:
             return
 
         state.is_signal_ready = True
+        state.signal_confirmation_progress = 1.0
         state.decision_status = "READY"
         state.decision_reason = (
-            f"Сигнал {signal} подтверждён и готов к будущему execution."
+            f"Сигнал {signal} подтверждён по повторам и времени удержания."
         )
 
     # записать новый сигнал и итог предыдущей серии при смене сигнала
@@ -728,6 +782,9 @@ class AutoTradeService:
                     "decision_status": state.decision_status,
                     "is_strong_signal": confidence > self._ready_confidence,
                     "is_aggregated": False,
+                    "confirmation_seconds": state.signal_confirmation_seconds,
+                    "confirmation_required_seconds": state.signal_confirmation_required_seconds,
+                    "confirmation_progress": state.signal_confirmation_progress,
                 },
             )
         except Exception:

app/src/trading/auto/state.py

@@ -164,4 +164,19 @@ class AutoTradeState:
     execution_quality_message: str | None = None
 
     # признак деградации runtime market data
-    market_runtime_degraded: bool = False
+    market_runtime_degraded: bool = False
+
+    # сколько секунд текущий BUY / SELL сигнал удерживается
+    signal_confirmation_seconds: int = 0
+
+    # сколько секунд нужно удерживать BUY / SELL сигнал для подтверждения
+    signal_confirmation_required_seconds: int = 10
+
+    # сколько повторов ещё не хватает до подтверждения
+    signal_confirmation_missing_repeats: int = 0
+
+    # прогресс подтверждения сигнала от 0.0 до 1.0
+    signal_confirmation_progress: float = 0.0
+
+    # человекочитаемая причина текущего confirmation status
+    signal_confirmation_reason: str | None = None